+15.8%
BMY vs HTZ
-92.6%
+108.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.4% | -16.4% | +15.0% | -0.8% |
| 30D | +5.1% | -15.1% | +20.2% | +5.6% |
| 3M | -3.0% | -28.2% | +25.2% | -2.2% |
| 6M | +13.1% | -73.1% | +86.1% | +17.5% |
| YTD | +20.3% | -68.3% | +88.6% | +23.8% |
| 1Y | +39.0% | -75.2% | +114.2% | +44.2% |
| 3Y | +42.0% | -81.1% | +123.1% | +44.6% |
| 5Y | +28.5% | -95.0% | +123.5% | +33.1% |
| All | +15.8% | -92.6% | +108.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling